Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-22 0.589682 0.662418 0.744228 0.843789 0.962678 1.101367 1.277296
2024-12-29 0.509054 0.600438 0.710619 0.855489 1.044418 1.287572 1.633081
2025-01-05 0.452869 0.554126 0.682886 0.862910 1.115462 1.469445 2.027760
2025-01-12 0.405635 0.510783 0.650259 0.855313 1.161300 1.623661 2.427108
2025-01-19 0.358700 0.461337 0.601836 0.816465 1.152632 1.692557 2.711336
2025-01-26 0.334508 0.439692 0.588470 0.825183 1.216010 1.888312 3.286023
2025-02-02 0.314760 0.421843 0.577840 0.835491 1.282563 2.104821 3.992849
2025-02-09 0.293445 0.399435 0.557559 0.826869 1.314106 2.263744 4.650474
2025-02-16 0.278048 0.384281 0.546535 0.831524 1.369663 2.484662 5.581615
2025-02-23 0.257483 0.359512 0.517835 0.801846 1.354360 2.550317 6.129683
2025-03-02 0.237665 0.334473 0.486562 0.763940 1.316501 2.555747 6.504654
2025-03-09 0.229566 0.327211 0.483707 0.776960 1.384623 2.832229 7.988663
2025-03-16 0.224602 0.324927 0.489536 0.808129 1.500816 3.281504 10.650653
2025-03-23 0.217045 0.317815 0.486369 0.821500 1.580575 3.667363 13.622361
2025-03-30 0.209378 0.309944 0.481112 0.829955 1.650908 4.058937 17.372574
2025-04-06 0.200256 0.298995 0.469393 0.823612 1.683644 4.347405 21.166234
2025-04-13 0.187787 0.281615 0.444695 0.787203 1.632541 4.328273 22.672771
2025-04-20 0.182276 0.275904 0.441111 0.795790 1.702772 4.788042 29.833552
2025-04-27 0.177333 0.270859 0.438336 0.805777 1.779495 5.321434 40.468010
2025-05-04 0.170578 0.262224 0.428071 0.797682 1.803076 5.649879 50.695383
2025-05-11 0.165745 0.256744 0.423499 0.802178 1.865509 6.199605 69.930767
2025-05-18 0.157625 0.244943 0.405792 0.773961 1.821865 6.212261 78.094236
2025-05-25 0.149140 0.232143 0.385464 0.737866 1.748089 6.043272 80.693105